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Factor Facts: September 16, 2019

Categories FactorFacts

Value continues chipping away at the chip on its shoulder… Well, there were rumblings of a liquidation. I won’t speculate as to which manager. It doesn’t matter. Trend following has lost money every day this month after the first day.

Factor Facts: September 9, 2019

Categories FactorFacts

The battle between value and momentum wages on. Last week, there was massive reversal in this year’s trend, which has been for momentum (and low vol) to outperform value (and size). Last week and today look to be a miniature

Factor Facts: September 3, 2019

Categories FactorFacts

Equity markets finished the month strong, complemented by strength in dollar, commodities, and trend. Non-defensive equity styles were all losers on the week. Fixed income is having a banner year as interest rates reach near-term lows. Trend has taken the

Factor Facts: August 26, 2019

Categories FactorFacts

Markets seemed to recover early in the week but sold off hard on Friday. While alts factors were basically flat on the week, equity styles were mixed, with quality and momentum posting positive returns. Low volatility and value were down

Factor Facts: August 19, 2019

Categories FactorFacts

Last week was risk-off. Equities down, value and size down (again), and traditional risk-off factors (rates, dollar, low vol, trend) did well. The stand-out was FX carry, which has historically been a risk-on investment. Correlations between value and momentum have

Factor Facts: August 5, 2019

Categories FactorFacts

Equities are challenged right now. last week, US/global equities were down about 3%, weighed down by commodities, value, and carry. The carry trade is especially interesting right now… There have been strong unwinds in both the Japanese Yen and Swiss

Factor Facts: July 8, 2019

Categories FactorFacts

The United States wins gold! Both in women’s soccer and in the equity markets last week. Equity styles also showed some pretty strong divergence this week, as top performing styles (momentum, low volatility, quality) outperformed in the US relative to

New Feature: Private Assets

Categories Uncategorized

Last week, we released a heavily-awaited feature: Private / shareable assets. With this feature comes the ability to upload your own return stream, print out fact sheets, share the privately created asset with colleagues, and analyze it alongside your traditional

Factor Facts: June 24, 2019

Categories FactorFacts

The equity styles are market neutral, meaning these returns are on top of equity market returnsA csv download will be made available for those who want to show trailing returns in another format Equity markets continue their roll, this time

Factor Facts: June 10, 2019

Categories FactorFacts

The equity styles are market neutral, meaning these returns are on top of equity market returnsA csv download will be made available for those who want to show trailing returns in another format Last week was gangbusters for equities. Hedge

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